Alright. Now I am really confused.
So, as recommended, I went back and reset the CAP ax’s units to CAPSMAN mode.
I then re-paired them with CAPSMAN on the CAPSMAN device.
I applied my main SSID config and security profiles. So far so good. Main SSID works.
In CAPSMAN I added slave interfaces for all four WIFI devices. Since someone suggested NOT using configuration profiles, I set up the SSID and VLAN ports (22 in my case) and applied the security profile directly on the interfaces.
For a brief second it looked like it was working. Devices seem to have connected and grabbed IP’s from the DHCP server assigned to VLAN 22, but it was not to be. The devices were quickly non-responsive.
Then I logged in on each of the the CAPs themselves and clicked on the auto-generated bridge (bridgeLocal) and added vlan22 as follows:
Tagged: bridge and Ether1
Untagged: The two slave Wifi interfaces

The interesting part is, I was able to sign on to the SSID for VLAN22 from my phone, and it was able to grab an IP address in the IP range assigned to the DHCP on that VLAN.
The two stupid thermostats - however - while listed among the devices in the registration, do not appear to be coming online.
Maybe they need to be rebooted, or told to forget the SSID and re-authenticate?
Edit:
Yeah, so this is not working. I can’t explain why my phone was able to log in and have it work, but nothing else seems to be able to. Not my laptop, or the damn thermostats this VLAN is intended for.
Edit2:
The phone connecting to the VLAN 22 SSID seems highly intermittent. It works sometimes, but not other times, and the pings on th elocal networkj to the phone when it is connected are all over the place from single digit ms all the way up to 200ms.
Anyone have any suggestions or pointers where I went wrong?
I’m honestly pretty close to returning these. According to Amazon I have until Tuesday to return them. If I can’t get them to work in the next day, they are going to have to go back.
This really should not be this difficult. Mikrotik really needs to fix their wireless products.